+13.6%
FIVE vs JAAA
+27.4%
-13.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | -0.3% | +0.2% | -0.4% | -0.7% |
| 30D | +17.7% | +0.4% | +17.2% | +16.4% |
| 3M | +4.0% | +1.2% | +2.8% | +1.0% |
| 6M | +2.6% | +2.3% | +0.3% | -2.9% |
| YTD | +27.6% | +3.9% | +23.7% | +16.7% |
| 1Y | +59.9% | +4.8% | +55.1% | +43.5% |
| 3Y | +35.8% | +18.5% | +17.2% | +12.0% |
| All | +13.6% | +27.4% | -13.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling